+9.1%
CME vs EAT
+39.0%
-29.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.9% |
| 7D | -0.6% | -6.8% | +6.2% | -0.9% |
| 30D | +4.7% | -5.4% | +10.1% | +4.5% |
| 3M | +7.8% | +42.8% | -34.9% | +10.1% |
| 6M | -11.0% | +56.5% | -67.5% | -8.7% |
| YTD | +4.0% | +50.0% | -46.0% | +6.5% |
| 1Y | +9.1% | +38.3% | -29.2% | +13.4% |
| All | +9.1% | +39.0% | -29.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling